-10.8%
CTSH vs ALL
+28.3%
-39.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +12.4% | -1.5% | +13.9% | +12.7% |
| 3M | +17.4% | +23.6% | -6.3% | +12.4% |
| 6M | -3.1% | +22.3% | -25.4% | -7.3% |
| YTD | -23.6% | +26.5% | -50.1% | -27.3% |
| 1Y | -10.8% | +27.0% | -37.8% | -14.8% |
| All | -10.8% | +28.3% | -39.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling